12 search results - page 2 / 3 » Generating trading rules on the stock markets with genetic p... |
GECCO
2007
Springer
13 years 11 months ago
2007
Springer
This paper presents two evolutionary algorithms, ECGA and BOA, applied to constructing stock market trading expertise, which is built on the basis of a set of specific trading ru...
GECCO
2009
Springer
13 years 12 months ago
2009
Springer
The generation of profitable trading rules for Foreign Exchange (FX) investments is a difficult but popular problem. The use of Machine Learning in this problem allows us to obtai...
CEC
2007
IEEE
13 years 11 months ago
2007
IEEE
Abstract— This paper investigates the performance of trading strategies identified through Computational Intelligence techniques. We focus on trading rules derived by Genetic Pr...
GECCO
2007
Springer
13 years 11 months ago
2007
Springer
Schulenburg [15] first proposed the idea to model different trader types by supplying different input information sets to a group of homogenous LCS agent. Gershoff [12] investigat...
EVOW
2011
Springer
12 years 8 months ago
2011
Springer
This paper extends a previous model where we examined the markets’ microstructure dynamics by using Genetic Programming as a trading rule inference engine, and Self Organizing Ma...